• Negotiable
  • Hong Kong
  • Permanent, Full time
  • Hays Banking & Financial Services Hong Kong
  • 12 Jul 18
  • Hong Kong
  • Negotiable
  • Full time

VP, Credit Model Development - Corporate Bank

Seeking seasoned candidate strong in credit risk modellings

Seeking seasoned candidate strong in credit risk modellings

Your new company
This leading, well-established bank in the region is seeking candidates with around 8 years of experience in credit risk model development to join their rapidly expanding team.

Your new role
You will be responsible for:

  • developing and implementing the credit risk rating models, such as PD, LGD and EAD, for the bank
  • monitoring and tracking the model performances

What you'll need to succeed
At least 7 years of experience in Basel/Credit Risk Modelling in financial institution. You are well verse in SAS.

What you'll get in return
You will be offered a highly visible role in the business with exposure to a diversity of business stakeholder management. A competitive remuneration package will be offered.

What you need to do now
If you're interested in this role, click 'apply now' or for more information and a confidential discussion on this role or to find out more opportunities in Credit Risk contact Gillian Lam at +852 2230 7433 or email gillian.lam@hays.com.hk.

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